Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289569.9505 | 75215.2332 | 214354.7173 | -135999.1806 | -183955.9916 | 47956.811 |
Total P&L (%) | 289.57 | 75.2152 | 214.3547 | -135.9992 | -183.956 | 47.9568 |
Avg Daily Profit (%) | 0.1958 | 0.0509 | 0.1449 | 0 | 0 | 0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233235 | -58555 | -202915 | -1544161 | -390104 | -1172233 |
Profit Factor | 1.5907 | 1.6479 | 1.573 | 0.9293 | 0.6859 | 1.0359 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 69 | 30 | 39 | 42 | 23 | 19 |
Losing Trades | 24 | 17 | 7 | 51 | 24 | 27 |
Profitability (%) | 74.1935 | 63.8298 | 84.7826 | 45.1613 | 48.9362 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.5533 | 0.9338 | 0.2823 | 1.1284 | 0.7158 | 1.472 |
Largest Winning Trade | 39313 | 18086 | 39313 | 348619 | 140257 | 348619 |
Largest Losing Trade | -107741 | -21539 | -107741 | -966604 | -312830 | -966604 |
Avg Bars in Trades | 42 | 9 | 76 | 42 | 9 | 76 |
Avg Bars in Winners | 28 | 5 | 46 | 45 | 9 | 88 |
Avg Bars in Losers | 81 | 16 | 238 | 39 | 9 | 67 |
Bars Traded | 3945 | 447 | 3498 | 3945 | 447 | 3498 |
Profit Streak | 255.1896 | 255.1896 | 280.5229 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468788 | -121061 | 232236 | -580745 | -580832 | -343390 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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